Chan-Lau, J. A. (2006). Is systematic default risk priced in equity returns?: A cross-sectional analysis using credit derivatives prices. International Monetary Fund, Monetary and Financial Systems Dept.
Chicago Style (17th ed.) CitationChan-Lau, Jorge A. Is Systematic Default Risk Priced in Equity Returns?: A Cross-sectional Analysis Using Credit Derivatives Prices. [Washington, D.C.]: International Monetary Fund, Monetary and Financial Systems Dept, 2006.
MLA (9th ed.) CitationChan-Lau, Jorge A. Is Systematic Default Risk Priced in Equity Returns?: A Cross-sectional Analysis Using Credit Derivatives Prices. International Monetary Fund, Monetary and Financial Systems Dept, 2006.
Warning: These citations may not always be 100% accurate.